دانلود کتاب Bayesian Inference in Dynamic Econometric Models

Name: Bayesian Inference in Dynamic Econometric Models
Availability: InStock
Author: Luc Bauwens
ISBN: 0198773129,9780198773122

by Luc Bauwens, Michel Lubrano, Jean Francois Richard

عنوان فارسی: استنباط بیزی در مدلهای اقتصادسنجی پویا
ناشر: OUP Oxford
سال: 2000
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 368-370
شابک: 0198773129,9780198773122
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 6.19 مگابایت

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جزییات کتاب

This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.